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st: RE: xtabond2 validated ?


From   "Ky Tran" <kt6275a@american.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtabond2 validated ?
Date   Fri, 01 Apr 2005 18:23:31 -0500

I can't use xtabond2 with my data in Stata 8, but can use DPD in Ox.
If your main concern is the official validation/benchmark, go with DPD
package written by the original authors. There's one DPD package for Gauss
and the other for Ox.
See this link for benchmark of several models, including the DPD package:
http://www.stanford.edu/~clint/bench/#paneldynam
This link is for the DPD paper:
http://www.doornik.com/download/dpd.pdf
Ky Tran
American University


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Dahlia El-Hawary
Sent: Friday, April 01, 2005 4:14 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: xtabond2 validated ?

Hi everyone,
I am new to Statalist. I am working on my PhD dissertation in 
Economics at George Washington University. I would like to use 
xtabond2 to estimate an Euler Investment Equation using the GMM system 
estimator.

I leaned about xtabond2 from the internet while looking for some 
Econometric papers (as it is not part of STATA 8.0 which I am 
currently using). 

My dissertation advisor is asking me if this command "xtabond2" has 
been validated or authorized ?.

I would very much appreciate your help,
Thank you in adavance,

Dahlia El- Hawary
PhD candidate 
Economics Department
George Washington University
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